+736.9%
WMT vs LYB
+624.6%
+112.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.4% |
| 7D | 0.0% | +0.3% | -0.3% | 0.0% |
| 30D | -7.4% | +2.5% | -9.9% | -7.7% |
| 3M | -10.9% | +1.4% | -12.2% | -11.2% |
| 6M | -12.7% | -3.5% | -9.2% | -13.0% |
| YTD | -3.2% | +52.0% | -55.2% | -8.7% |
| 1Y | +5.3% | +22.1% | -16.8% | +1.6% |
| 3Y | +101.9% | -22.8% | +124.6% | +103.5% |
| 5Y | +134.6% | -3.4% | +137.9% | +128.0% |
| 10Y | +440.4% | +47.4% | +393.0% | +375.1% |
| All | +736.9% | +624.6% | +112.3% | +484.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling